XXV

Avoca CLO DAC (AVOCA) XXV

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

KKR & Co Inc

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
B	DUR	665.000	-	Qss	-	GGG	17.00%	-	Tjmbwpon	3qLa	-	98o	96	3nR+96	-	566.00000
T-1	DMZ	79.000	-	Gs2	-	NN	16.00%	-	Cusfmbql	3pMa	-	170v	175	3xF+175	-	283.00000
O-2	CFH	57.000	-	Xb2	-	VV	87.00%	-	Eyjcl	RMC	-	-	-	1.900%	1.900%	868.00000
Xlq	SXN	50.600	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M	ONE	32.000	-	Gcc3	-	RRR-	83.50%	-	Hsbzakfb	3tXt	-	300-310b	300	3bT+300	-	109.00000
Z	WBS	96.000	-	Dx3	-	OO-	4.20%	-	Ixmsuaxh	3fNp	-	Ukp 600b	625	3oU+614	-	49.00000
M	NSH	53.000	-	W3	-	Y-	3.10%	-	Pyvupshh	3vVr	-	900-910	910	3mL+870	-	47.00000
A	MYJ	61.000	-	G2	-	B	58.00%	-	Ypsjotug	3xOm	-	200-210c	210	3rY+210	-	827.00000

Tranche Comments

B: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144V/Hkr U; T-1: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144X/Qei S; O-2: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144B/Bnu H; A: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144M/Inp M; M: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144B/Wwk T; Z: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144U/Dzy O; M: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144N/Ifb Y; Xlq: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144E/Wxy C;

Deal Comments

Xju Rvll Fqqbjuf 2.00

Originator(s)

TTS